Split (2)

train · 5.49M rows

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ret_close float64	ret_high float64	ret_low float64	rel_spread float64	log_vol float64	log_count float64	iv_close float64	iv_change float64	fee_rate float64	hour_sin float64	hour_cos float64	raw_ret_close float64	future_ret_50m float64	target int64	__index_level_0__ int64
-0.24676	-0.473343	-0.098105	0.724708	-0.751948	-0.716748	-0.484217	-0.000286	-1.6	0.464102	0.614014	-0.000198	-0.003766	0	91,272
0	-0.473343	0.512039	0.724708	-4.029688	-2.554681	-0.484217	0	-1.6	0.464102	0.614014	0	-0.003766	0	91,273
-0.246809	0.451293	-0.098226	3.373476	-0.078257	-0.222127	-0.484217	0	-1.6	0.464102	0.614014	-0.000198	-0.003966	0	91,274
0	-0.473343	0.206876	0.724708	-2.102202	-1.942037	-0.48572	-0.000111	-1.6	0.249689	0	0	-0.003966	0	91,275
0.246809	0.143264	-0.40363	0.724708	0.521578	0.727593	-0.48572	0	-1.6	0.249689	0	0.000198	-0.004164	0	91,276
-0.246809	-0.473343	-0.098226	1.609379	0.322205	-0.287628	-0.459523	0.001937	-1.6	0.249689	0	-0.000198	-0.003966	0	91,277
0	-0.473343	0.206876	1.609379	-1.44897	-1.132165	-0.475628	-0.001191	-1.6	0.249689	0	0	-0.004562	0	91,278
-0.493765	-0.781738	-0.098347	1.609379	-2.361051	-1.942037	-0.475628	0	-1.6	0.249689	0	-0.000396	-0.004166	0	91,279
-1.235268	-0.78186	-1.014983	1.612006	0.639306	0.325017	-0.469616	0.000444	-1.6	0.249689	0	-0.00099	-0.003176	0	91,280
-0.2472	-0.164581	0.206453	1.612006	-0.461066	-0.834771	-0.469616	0	-1.6	0.249689	0	-0.000198	-0.003375	0	91,281
0	0.144242	-0.405083	0.72821	-0.198507	0.325017	-0.469616	0	-1.6	0.249689	0	0	-0.003176	0	91,282
-0.247249	-0.473343	-0.099315	0.72821	0.146009	-0.358374	-0.467468	0.000159	-1.6	0.249689	0	-0.000198	-0.002779	0	91,283
0.988704	0.761827	0.817685	1.612006	0.041898	0	-0.476487	-0.000667	-1.6	0.249689	0	0.000793	-0.00397	0	91,284
-0.741454	-0.473343	-0.404537	1.612006	-2.670782	-1.583663	-0.476487	0	-1.6	0.249689	0	-0.000594	-0.003375	0	91,285
0.741454	0.452942	-0.405083	1.612006	-0.591976	-0.358374	-0.466609	0.00073	-1.6	0.249689	0	0.000594	-0.00397	0	91,286
-0.741454	-0.782044	-0.404537	1.612006	-1.284449	-1.329392	-0.466609	0	-1.6	0.249689	0	-0.000594	-0.002978	0	91,287
0	-0.473343	-0.405083	1.612006	-0.359136	-0.519521	-0.471978	-0.000397	-1.6	0.249689	0	0	-0.002978	0	91,288
0	0.144242	0.512039	1.612006	-0.693986	-1.132165	-0.471978	0	-1.6	0.249689	0	0	-0.002381	0	91,289
0.741454	0.452942	-1.0168	1.612006	-1.021451	-1.583663	-0.471978	0	-1.6	0.249689	0	0.000594	-0.003572	0	91,290
0	-0.473343	-0.098952	1.612006	0.377098	0.047788	-0.475413	-0.000254	-1.6	0.249689	0	0	-0.00397	0	91,291
0	-0.473343	-0.404537	1.612006	-0.61069	-0.358374	-0.476702	-0.000095	-1.6	0.249689	0	0	-0.00397	0	91,292
-1.730746	-0.782044	-1.933376	1.614638	-0.29026	-0.104104	-0.476702	0	-1.6	0.249689	0	-0.001388	-0.002184	0	91,293
0.494744	0.144732	0.512039	0.72821	-0.7214	-0.716748	-0.476702	0	-1.6	0.249689	0	0.000397	-0.002382	0	91,294
0	-0.164398	0.206271	1.614638	-0.814571	-1.132165	-0.475413	0.000095	-1.6	0.249689	0	0	-0.002581	0	91,295
0	-0.473343	0.512039	1.614638	-4.029688	-2.554681	-0.475413	0	-1.6	0.249689	0	0	-0.002979	0	91,296
0.247298	-0.164398	0.206271	0.72821	-0.965401	-0.716748	-0.509985	-0.002556	-1.6	0.249689	0	0.000198	-0.003774	0	91,297
0	-0.473343	-1.629185	0.72821	0.646891	0.325017	-0.509985	0	-1.6	0.249689	0	0	-0.003774	0	91,298
-0.989488	-0.782289	-0.711153	1.614638	-0.912081	-0.519521	-0.47026	0.002937	-1.6	0.249689	0	-0.000793	-0.002384	0	91,299
0.74219	0.453861	0.512039	1.614638	0.086499	0.325017	-0.47026	0	-1.6	0.249689	0	0.000595	-0.003576	0	91,300
1.236002	1.070772	-0.099557	1.612006	0.985077	0.480479	-0.475413	-0.000381	-1.6	0.249689	0	0.000991	-0.004567	0	91,301
0	-0.473343	0.512039	1.612006	-4.029688	-2.554681	-0.475413	0	-1.6	0.249689	0	0	-0.004567	0	91,302
-0.741454	-0.782044	-0.404537	1.612006	-0.871904	-0.519521	-0.476487	-0.000079	-1.6	0.249689	0	-0.000594	-0.003972	0	91,303
0.2472	0.144242	0.817624	1.612006	-1.365888	-1.942037	-0.476487	0	-1.6	0.249689	0	0.000198	-0.00417	0	91,304
-0.2472	0.144119	0.206453	1.612006	-1.43135	-1.329392	-0.476487	0	-1.6	0.249689	0	-0.000198	-0.003972	0	91,305
0.741454	0.452942	1.12315	1.612006	-2.183299	-1.583663	-0.478634	-0.000159	-1.6	0.249689	0	0.000594	-0.004567	0	91,306
0	0.143875	-0.404537	0.726457	0.592346	0.421534	-0.47842	0.000016	-1.6	0.249689	0	0	-0.005562	0	91,307
0	0.143875	0.206574	1.612006	-0.172204	-0.358374	-0.47842	0	-1.6	0.249689	0	0	-0.004567	0	91,308
-1.236002	-1.399629	-1.321658	0.72821	-0.745016	-0.519521	-0.476058	0.000175	-1.6	0.249689	0	-0.000991	-0.003974	0	91,309
0.247298	-0.164398	0.512039	0.72821	-1.330926	-1.942037	-0.476058	0	-1.6	0.249689	0	0.000198	-0.004172	0	91,310
0	-0.473343	0.512039	0.72821	-4.029688	-2.554681	-0.476058	0	-1.6	0.249689	0	0	-0.004172	0	91,311
-0.247298	-0.164459	-0.099436	0.72821	-1.182615	-1.583663	-0.464677	0.000841	-1.6	0.249689	0	-0.000198	-0.003576	0	91,312
0	0.144487	-0.099557	0.72821	-0.108808	-0.161147	-0.45845	0.00046	-1.6	0.249689	0	0	-0.003576	0	91,313
-0.74219	-0.473343	-0.405446	1.614638	-0.810689	-0.971018	-0.45845	0	-1.6	0.249689	0	-0.000595	-0.002384	0	91,314
-0.495039	1.071691	-1.018317	1.617275	0.711205	0.660432	-0.45845	0	-1.6	0.249689	0	-0.000397	-0.002385	0	91,315
-0.495235	-0.782657	-0.100165	1.617275	-1.275594	-1.583663	-0.436547	0.001619	-1.6	0.249689	0	-0.000397	-0.001192	0	91,316
0.495235	0.145345	0.81817	1.617275	-1.437163	-1.329392	-0.436547	0	-1.6	0.249689	0	0.000397	-0.001589	0	91,317
-0.495235	-0.473343	-0.406357	1.617275	0.112501	-0.834771	-0.463174	-0.001968	-1.6	0.249689	0	-0.000397	-0.001192	0	91,318
-0.247691	0.145345	0.205846	1.617275	-0.25075	-0.358374	-0.463174	0	-1.6	0.249689	0	-0.000199	-0.000994	0	91,319
0	-0.473343	0.512039	0.731727	-4.029688	-2.554681	-0.463174	0	-1.6	0.249689	0	0	-0.000397	0	91,320
0	-0.473343	0.512039	0.731727	-3.636876	-1.942037	-0.463174	0	-1.6	0.249689	0	0	-0.000994	0	91,321
0	-0.473343	-0.406905	0.731727	-0.731401	-0.519521	-0.465965	-0.000206	-1.6	0.249689	0	0	-0.001192	0	91,322
0	-0.473343	0.512039	0.731727	-4.029688	-2.554681	-0.465965	0	-1.6	0.249689	0	0	-0.001391	0	91,323
-0.49553	-0.473343	-0.406905	0.731727	-0.551389	-0.971018	-0.465965	0	-1.6	0.249689	0	-0.000397	-0.000596	0	91,324
0	0.145714	0.205663	3.393656	-0.138733	-0.161147	-0.463603	0.000175	-1.6	0.249689	0	0	-0.000596	0	91,325
0	-0.473343	-0.100773	1.619918	-0.470538	-0.834771	-0.470689	-0.000524	-1.6	0.249689	0	0	-0.000795	0	91,326
0	-0.473343	-0.40727	1.619918	-1.925177	-1.583663	-0.470689	0	-1.6	0.249689	0	0	0	0	91,327
-0.743665	-1.40239	-0.40727	3.39542	0.387467	0.508541	-0.470689	0	-1.6	0.249689	0	-0.000596	0	0	91,328
0	-0.473343	0.512039	3.39542	-0.844562	-1.132165	-0.470475	0.000016	-1.6	0.249689	0	0	-0.000398	0	91,329
0	-0.473343	0.512039	0.73349	-1.801491	-1.583663	-0.47026	0.000016	-1.6	0.249689	0	0	0.000596	1	91,330
-0.496023	-1.093016	-1.021361	0.73349	0.58646	0.358374	-0.47026	0	-1.6	0.249689	0	-0.000398	0.000994	1	91,331
0.248036	-0.163476	0.512039	0.73349	-1.11919	-1.583663	-0.470475	-0.000016	-1.6	0.249689	0	0.000199	0.000795	1	91,332
0.247987	-0.163538	-0.10126	0.73349	-0.824392	-1.132165	-0.470475	0	-1.6	0.249689	0	0.000199	0.000994	1	91,333
-0.496023	-0.473343	-0.407818	3.398068	-0.275778	-0.222127	-0.470475	0	-1.6	0.249689	0	-0.000398	0.000994	1	91,334
0	-0.473343	0.512039	6.059997	-4.029688	-2.554681	-0.470475	0	-1.6	0	-0.385986	0	0.001391	1	91,335
0	-0.473343	0.512039	6.059997	-4.029688	-2.554681	-0.470475	0	-1.6	0	-0.385986	0	0.001391	1	91,336
0.496023	0.146329	-0.408184	1.619918	0.376385	0.290351	-0.464892	0.000413	-1.6	0	-0.385986	0.000398	0.000596	1	91,337
0	-0.473343	0.512039	3.39542	-0.950355	-0.971018	-0.482499	-0.001302	-1.6	0	-0.385986	0	0.000596	1	91,338
0.743665	0.455704	0.818536	1.619918	0.26751	-0.358374	-0.482499	0	-1.6	0	-0.385986	0.000596	-0.000596	0	91,339
-0.743665	-0.163784	-0.40727	1.619918	-0.527423	-0.519521	-0.482714	-0.000016	-1.6	0	-0.385986	-0.000596	0	0	91,340
-0.496023	0.146083	-0.407818	0.73349	0.199534	0.047788	-0.487868	-0.000381	-1.6	0	-0.385986	-0.000398	0.000398	1	91,341
0	-0.473343	0.205359	0.73349	-0.017381	-0.05052	-0.487868	0	-1.6	0	-0.385986	0	0.000596	1	91,342
0.496023	0.146329	0.205359	3.39542	0.788048	0.093124	-0.458664	0.002159	-1.6	0	-0.385986	0.000398	-0.000199	0	91,343
0.247938	0.146083	0.512039	3.39542	-1.018652	-0.971018	-0.458664	0	-1.6	0	-0.385986	0.000199	-0.000199	0	91,344
-0.247938	-0.163661	0.205541	3.39542	-0.179142	-0.971018	-0.46253	-0.000286	-1.6	0	-0.385986	-0.000199	0	0	91,345
-0.496023	-1.093016	-0.407818	3.398068	-0.56879	-0.43528	-0.46253	0	-1.6	0	-0.385986	-0.000398	0.000398	1	91,346
-0.744405	-0.473343	-0.408184	1.622566	-0.641406	-1.132165	-0.456732	0.000429	-1.6	0	-0.385986	-0.000597	0.000597	1	91,347
0	0.146699	0.512039	3.399835	-0.582846	-0.519521	-0.456732	0	-1.6	0	-0.385986	0	0.000597	1	91,348
0.744405	0.456628	0.512039	1.622566	-1.655377	-1.583663	-0.464462	-0.000571	-1.6	0	-0.385986	0.000597	-0.000398	0	91,349
-0.744405	-0.783272	-0.408184	1.622566	-1.532365	-1.329392	-0.464462	0	-1.6	0	-0.385986	-0.000597	0.000597	1	91,350
0	0.456628	0.512039	1.622566	-1.217205	-0.971018	-0.464462	0	-1.6	0	-0.385986	0	0	0	91,351
0	0.146699	0.512039	0.735257	0.031492	-0.287628	-0.45802	0.000476	-1.6	0	-0.385986	0	0	0	91,352
0	0.456628	-0.408734	1.622566	0.060079	-1.132165	-0.451364	0.000492	-1.6	0	-0.385986	0	-0.000199	0	91,353
0	0.146699	0.512039	1.622566	0.112501	-0.43528	-0.451364	0	-1.6	0	-0.385986	0	-0.000199	0	91,354
0	0.146699	-1.022888	0.735257	0.253784	0.421534	-0.434185	0.00127	-1.6	0	-0.385986	0	-0.000398	0	91,355
0	-0.473343	0.512039	0.735257	-0.190681	-0.287628	-0.434185	0	-1.6	0	-0.385986	0	0	0	91,356
-1.241662	-1.093632	-1.022888	1.625219	-0.933291	-1.132165	-0.446854	-0.000937	-1.6	0	-0.385986	-0.000996	0.001592	1	91,357
1.241662	1.077843	1.126192	0.735257	0.543981	0.848307	-0.446854	0	-1.6	0	-0.385986	0.000996	0.000597	1	91,358
-0.496517	-0.473343	-0.71578	3.402488	-0.457944	-0.287628	-0.445781	0.000079	-1.6	0	-0.385986	-0.000398	0.001393	1	91,359
0	0.146946	0.205053	0.735257	-0.101015	-0.612644	-0.445781	0	-1.6	0	-0.385986	0	0.000995	1	91,360
0	0.766989	0.205053	3.399835	-0.140509	-0.222127	-0.445781	0	-1.6	0	-0.385986	0	0.000995	1	91,361
0.496517	0.146946	1.125826	3.399835	-2.576111	-1.942037	-0.453081	-0.00054	-1.6	0	-0.385986	0.000398	0.000597	1	91,362
0	-0.473343	0.512039	1.622566	-4.029688	-2.554681	-0.453081	0	-1.6	0	-0.385986	0	0.000597	1	91,363
0.744405	0.456628	0.81884	1.622566	-2.534113	-1.583663	-0.461671	-0.000635	-1.6	0	-0.385986	0.000597	0.000398	1	91,364
-0.49622	-0.473343	-0.408184	1.622566	0.858151	0.25427	-0.461671	0	-1.6	0	-0.385986	-0.000398	0.000994	1	91,365
0.992243	0.766249	0.818779	0.73349	0.088481	-0.161147	-0.469616	-0.000587	-1.6	0	-0.385986	0.000796	0	0	91,366
0	-0.473343	0.512039	0.73349	-4.029688	-2.554681	-0.469616	0	-1.6	0	-0.385986	0	-0.000398	0	91,367
0	-0.473343	0.512039	0.73349	-4.029688	-2.554681	-0.468757	0.000063	-1.6	0	-0.385986	0	0	0	91,368
0	-0.473343	0.512039	0.73349	-1.560706	-1.942037	-0.468757	0	-1.6	0	-0.385986	0	-0.000199	0	91,369
0.743665	0.455704	0.512039	1.619918	-0.25075	-0.358374	-0.467254	0.000111	-1.6	0	-0.385986	0.000596	-0.000795	0	91,370
-0.743665	-0.782964	-0.40727	0.73349	-0.31391	-0.43528	-0.467254	0	-1.6	0	-0.385986	-0.000596	-0.000398	0	91,371

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